+74.7%
TER vs EME
+402.5%
-327.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.7% |
| 7D | -8.9% | -8.8% | -0.1% | -1.5% |
| 30D | -39.1% | -18.2% | -20.9% | -28.1% |
| 3M | -32.8% | -20.2% | -12.5% | -18.9% |
| 6M | -31.7% | -29.9% | -1.8% | -8.1% |
| YTD | +26.9% | +5.7% | +21.2% | +33.6% |
| 1Y | +33.6% | -1.5% | +35.0% | +46.9% |
| 3Y | +181.5% | +208.4% | -26.9% | +39.6% |
| All | +74.7% | +402.5% | -327.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling